-47.4%
TTD vs GDDY
+7.3%
-54.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.9% | +1.7% |
| 7D | -0.6% | -3.2% | +2.6% | +0.9% |
| 30D | +6.3% | +6.8% | -0.5% | +2.5% |
| 3M | -24.1% | +30.5% | -54.6% | -38.4% |
| 6M | -47.4% | +13.3% | -60.8% | -53.3% |
| All | -47.4% | +7.3% | -54.7% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling